Higher-order normal approximation approach for highly reliable system assessment
文献类型：期刊论文
| 作者 | Li, Zhaohui1,2; Yu, Dan1,2 ; Liu, Jian3; Hu, Qingpei1,2
|
| 刊名 | IISE TRANSACTIONS
 |
| 出版日期 | 2019-07-31 |
| 页码 | 13 |
| 关键词 | System reliability assessment highly reliable system Winterbottom-extended Cornish-Fisher expansion reliability-based expansion log-location-scale family |
| ISSN号 | 2472-5854 |
| DOI | 10.1080/24725854.2019.1630869 |
| 英文摘要 | In this study, the issue of system reliability assessment (SRA) based on component failure data is considered. In industrial statistics, the delta method has become a popular approach for confidence interval approximation. However, for high reliability systems, usually the assessment is confronted with very limited component sample size, variant multi-parameter lifetime models, and complex system structure. Along with strict requirement on assessment accuracy and computational efficiency, existing approaches barely work under these circumstances. In this article, a normal approximation approach is proposed for determining the lower confidence limit of system reliability using components' time-to-failure data. The polynomial adjustment method is adopted to construct higher-order approximate confidence limit. The main contribution of this work is constructing an integrated methodology for SRA. Specifically, a reliability-based Winterbottom-extended Cornish-Fisher (R-WCF) expansion method for log-location-scale family is elaborated. The proposed methodology exceeds the efficient limitation of Cramer Rao's theory. Numerical studies are conducted to illustrate the effectiveness of the proposed approach, and results show that the R-WCF approach is more efficient than the delta method for highly reliable system assessment, especially with ultra-small sample size. are available for this article. Go to the publisher's online edition of IISE Transactions. |
| 资助项目 | National Key R&D Programs of the Ministry of Science and Technology of China[2018YFB0704304] ; National Center for Mathematics and Interdisciplinary Sciences ; Key Laboratory of Systems and Control |
| WOS研究方向 | Engineering ; Operations Research & Management Science |
| 语种 | 英语 |
| WOS记录号 | WOS:000481237000001 |
| 出版者 | TAYLOR & FRANCIS INC |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/35506]  |
| 专题 | 系统科学研究所 |
| 通讯作者 | Hu, Qingpei |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Ctr Qual & Data Sci, Beijing, Peoples R China 2.Univ Chinese Acad Sci, Sch Math Sci, Beijing, Peoples R China 3.Univ Arizona, Dept Syst & Ind Engn, Tucson, AZ 85721 USA |
| 推荐引用方式 GB/T 7714 | Li, Zhaohui,Yu, Dan,Liu, Jian,et al. Higher-order normal approximation approach for highly reliable system assessment[J]. IISE TRANSACTIONS,2019:13. |
| APA | Li, Zhaohui,Yu, Dan,Liu, Jian,&Hu, Qingpei.(2019).Higher-order normal approximation approach for highly reliable system assessment.IISE TRANSACTIONS,13. |
| MLA | Li, Zhaohui,et al."Higher-order normal approximation approach for highly reliable system assessment".IISE TRANSACTIONS (2019):13. |
入库方式： OAI收割
来源：数学与系统科学研究院
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